To archive mail from Sendgrid to Vaultastic, configure BCC setting to forward a copy of outgoing mail to the corresponding id on the Vaultastic domain.
For example,
If your primary domain is acmecorp.com, and you wish to archive outgoing mail for john.smith@acmecorp.com, then simply add the id john.smith@acmecorp-com.vaultastic.com in BCC. This will archive a copy of all mail sent by john.smith@acmecorp.com on Vaultastic.